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Interest rate modelling /

James, Jessica

Interest rate modelling / Jessica James and Nick Webber - Chichester, West Sussex : John Wiley & Sons, 2000 - xviii, 654 p. : ill. ; 24 cm. - Wiley series in financial engineering .

Includes bibliographical references (p. [601]-629) and index

ISBN: 0471975230 RM385.72

LCCN: 99-087500

Subjects--Topical Terms:
Interest rates--Mathematical models

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